Arch Capital Group Stock Probability of Future Stock Price Finishing Over 108.31
| ACGL Stock | USD 100.06 0.37 0.37% |
Arch |
Arch Capital Target Price Odds to finish over 108.31
The tendency of Arch Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over $ 108.31 or more in 90 days |
| 100.06 | 90 days | 108.31 | about 14.05 |
Based on a normal probability distribution, the odds of Arch Capital to move over $ 108.31 or more in 90 days from now is about 14.05 (This Arch Capital Group probability density function shows the probability of Arch Stock to fall within a particular range of prices over 90 days) . Probability of Arch Capital Group price to stay between its current price of $ 100.06 and $ 108.31 at the end of the 90-day period is about 56.36 .
Given the investment horizon of 90 days the stock has the beta coefficient of 1.32 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Arch Capital will likely underperform. Additionally Arch Capital Group has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Arch Capital Price Density |
| Price |
Predictive Modules for Arch Capital
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Arch Capital Group. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Arch Capital Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Arch Capital is not an exception. The market had few large corrections towards the Arch Capital's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Arch Capital Group, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Arch Capital within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.18 | |
β | Beta against Dow Jones | 1.32 | |
σ | Overall volatility | 5.11 | |
Ir | Information ratio | -0.08 |
Arch Capital Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Arch Capital for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Arch Capital Group can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Arch Capital Group generated a negative expected return over the last 90 days | |
| Arch Capital Group is unlikely to experience financial distress in the next 2 years | |
| Over 90.0% of the company shares are held by institutions such as insurance companies | |
| Latest headline from simplywall.st: Heres Why We Think Arch Capital Group Is Well Worth Watching |
Arch Capital Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Arch Stock often depends not only on the future outlook of the current and potential Arch Capital's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Arch Capital's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 378.8 M | |
| Cash And Short Term Investments | 8 B |
Arch Capital Technical Analysis
Arch Capital's future price can be derived by breaking down and analyzing its technical indicators over time. Arch Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Arch Capital Group. In general, you should focus on analyzing Arch Stock price patterns and their correlations with different microeconomic environments and drivers.
Arch Capital Predictive Forecast Models
Arch Capital's time-series forecasting models is one of many Arch Capital's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Arch Capital's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Arch Capital Group
Checking the ongoing alerts about Arch Capital for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Arch Capital Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Arch Capital Group generated a negative expected return over the last 90 days | |
| Arch Capital Group is unlikely to experience financial distress in the next 2 years | |
| Over 90.0% of the company shares are held by institutions such as insurance companies | |
| Latest headline from simplywall.st: Heres Why We Think Arch Capital Group Is Well Worth Watching |
Check out Arch Capital Backtesting, Arch Capital Valuation, Arch Capital Correlation, Arch Capital Hype Analysis, Arch Capital Volatility, Arch Capital History as well as Arch Capital Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Is Property & Casualty Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Arch Capital. If investors know Arch will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Arch Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.362 | Earnings Share 14.9 | Revenue Per Share 45.387 | Quarterly Revenue Growth 0.418 | Return On Assets 0.0486 |
The market value of Arch Capital Group is measured differently than its book value, which is the value of Arch that is recorded on the company's balance sheet. Investors also form their own opinion of Arch Capital's value that differs from its market value or its book value, called intrinsic value, which is Arch Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Arch Capital's market value can be influenced by many factors that don't directly affect Arch Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Arch Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arch Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arch Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.